Functionals of complex Ornstein-Uhlenbeck processes

被引：0
|
作者：
Arato, M. [1 ]
Baran, S. [1 ]
Ispany, M. [1 ]
机构：
[1] Kossuth Lajos Univ, Debrecen, Hungary
来源：
Computers and Mathematics with Applications | 1999年 / 37卷 / 01期
关键词：
D O I：
暂无
中图分类号：
学科分类号：
摘要：
引用
收藏
页码：1 / 13
相关论文
共 50 条
  • [1] Functionals of complex Ornstein-Uhlenbeck processes
    Arató, M
    Baran, S
    Ispány, M
    COMPUTERS & MATHEMATICS WITH APPLICATIONS, 1999, 37 (01) : 1 - 13
  • [2] On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes
    Bercu, Bernard
    Proia, Frederic
    Savy, Nicolas
    STATISTICS & PROBABILITY LETTERS, 2014, 85 : 36 - 44
  • [3] Parameter Estimation for Complex Ornstein-Uhlenbeck Processes
    潘玉荣
    孙西超
    JournalofDonghuaUniversity(EnglishEdition), 2019, 36 (04) : 399 - 404
  • [4] Quasi Ornstein-Uhlenbeck processes
    Barndorff-Nielsen, Ole E.
    Basse-O'Connor, Andreas
    BERNOULLI, 2011, 17 (03) : 916 - 941
  • [5] Generalized Ornstein-Uhlenbeck processes
    Bezuglyy, V.
    Mehlig, B.
    Wilkinson, M.
    Nakamura, K.
    Arvedson, E.
    JOURNAL OF MATHEMATICAL PHYSICS, 2006, 47 (07)
  • [6] Spherical Ornstein-Uhlenbeck Processes
    Michael Wilkinson
    Alain Pumir
    Journal of Statistical Physics, 2011, 145
  • [7] CRITICAL ORNSTEIN-UHLENBECK PROCESSES
    PAVON, M
    APPLIED MATHEMATICS AND OPTIMIZATION, 1986, 14 (03): : 265 - 276
  • [8] ON CONDITIONAL ORNSTEIN-UHLENBECK PROCESSES
    SALMINEN, P
    ADVANCES IN APPLIED PROBABILITY, 1984, 16 (04) : 920 - 922
  • [9] On the optimal designs for the prediction of complex Ornstein-Uhlenbeck processes
    Sikolya, Kinga
    Baran, Sandor
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2020, 49 (20) : 4859 - 4870
  • [10] Spherical Ornstein-Uhlenbeck Processes
    Wilkinson, Michael
    Pumir, Alain
    JOURNAL OF STATISTICAL PHYSICS, 2011, 145 (01) : 113 - 142
12345